anthdm / rust-trading-engine
A trading (matching) engine implementation in Rust.
☆38Updated 2 years ago
Alternatives and similar repositories for rust-trading-engine:
Users that are interested in rust-trading-engine are comparing it to the libraries listed below
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆103Updated 7 months ago
- ☆36Updated 2 months ago
- Limit Order book and matching engine in Rust.☆46Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆71Updated 2 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆33Updated last year
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- Backtesting engine written in Rust☆69Updated last week
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆44Updated last month
- Matching Engine implementation in Rust☆47Updated 3 years ago
- TradingView data source library for Algorithmic Trading written in Rust☆37Updated 3 weeks ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Lightweight algo trading framework☆29Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆36Updated last year
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 7 months ago
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆15Updated last month
- Trading with ML on binance microstructure market data☆12Updated last year
- Build a crypto-exchange from scratch series☆83Updated 2 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆71Updated 2 years ago
- event-driven trading and backtesting engine☆18Updated 2 months ago
- High Performance Matching Engine Powered By Tokio☆23Updated last year
- The pkg go-orderbook implements a limit order book for high-frequency trading (HFT), as described by WK Selph.☆22Updated last year
- An asynchronous low-latency trading system☆37Updated 10 months ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆224Updated 2 years ago
- A fast in-memory limit order book (LOB).☆146Updated 2 years ago
- NOTE: Barter-Integration migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance, low-level framew…☆25Updated 7 months ago
- Limit order book written in Rust☆71Updated 5 years ago
- The official Rust client library for Databento☆47Updated last week
- Unofficial rust binding of QuickFIX library☆21Updated 2 weeks ago
- Technical analysis library for Rust language☆33Updated 8 months ago
- Repository for market making ideas☆39Updated 9 months ago